-46.9%
CPNG vs O
+8.1%
-55.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +9.0% | +12.0% |
| 7D | +20.8% | +5.8% | +15.0% | +21.4% |
| 30D | +20.1% | +10.7% | +9.4% | +21.7% |
| 3M | +1.6% | -4.5% | +6.1% | -0.8% |
| 6M | -15.8% | -4.1% | -11.7% | -17.4% |
| YTD | -27.7% | +9.8% | -37.5% | -25.7% |
| 1Y | -46.9% | +11.3% | -58.2% | -46.5% |
| All | -46.9% | +8.1% | -55.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling